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COT Positioning Analytics

Built by Robin Yu

CombinedFutures-Only
大豆 / Soybeans玉米 / Corn棉花 / Cotton软红冬小麦 / Wheat SRW硬红冬小麦 / Wheat HRW豆粕 / Soybean Meal豆油 / Soybean Oil可可 / Cocoa咖啡C / Coffee C11号糖 / Sugar No. 11
Report Date 2026/07/07Available 2026/07/11 03:30

仓位象限

x=Net %OI PR(window)，y=Δ Net %OI，点大小=Gross %OI，颜色=Bias

Δ Net %OI (ppt)500-2.2-0.90.41.83.14.5020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-6%-4%-2%0%2%4%6%MM+2.5 pptNREPT+1.2 pptSWAP-0.3 pptOTHER-0.5 pptPROD-2.9 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long330,897
Short470,330
Net-139,433
Open Interest1,187,827

Non-Commercial (No CIT)

Long198,167
Short262,119
Net-63,952
Open Interest1,187,827

Producer/Merchant

Long235,665
Short379,150
Net-143,485
Open Interest1,187,827
Net %OI-12.1%
Gross %OI51.8%
Bias-0.23Δ Net %OI -2.2%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-12.1%
Net %OI8.6%-26.0%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Producer/Merchant · Net %OI · 5-year overlay

Net %OI8.6%-26.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.188-0.147-0.120-0.079-0.0370.0040.0310.086Current: -12.1%
CountNormal FitCurrent -12.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top412.9%Long · Top821.7%Short · Top419.5%Short · Top829.5%% of OI

判断当前浓度只是偏高，还是已经接近历史极端。

Duration

只统计 PR156 高于 90 或低于 10 的连续区间，条越长说明极端持续越久。

06121723LOW20/08→20/1219wHIGH19/07→19/1117wHIGH25/06→25/0917wHIGH17/05→17/0916wHIGH23/12→24/0211wLOW13/09→13/1110wHIGH22/07→22/099wHIGH24/04→24/069w持续周数

Managed Money

Long180,499
Short278,212
Net-97,713
Open Interest1,187,827
Net %OI-8.2%
Gross %OI38.6%
Bias-0.21Δ Net %OI +4.5%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-8.2%
Net %OI23.4%-20.6%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI23.4%-20.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.206-0.148-0.109-0.0500.0080.0670.1060.184Current: -8.2%
CountNormal FitCurrent -8.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top412.9%Long · Top821.7%Short · Top419.5%Short · Top829.5%% of OI

判断当前浓度只是偏高，还是已经接近历史极端。

Duration

只统计 PR156 高于 90 或低于 10 的连续区间，条越长说明极端持续越久。

011233445LOW12/10→13/0741wHIGH20/06→21/0132wLOW25/06→25/1230wHIGH16/04→16/1027wLOW17/06→17/0913wLOW19/08→19/1112wLOW12/04→12/0611wHIGH15/10→15/1210w持续周数

Non-Reportable

Long84,036
Short77,613
Net6,423
Open Interest1,187,827
Net %OI0.5%
Gross %OI13.6%
Bias+0.04Δ Net %OI +0.0%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.5%
Net %OI5.5%-2.0%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Non-Reportable · Net %OI · 5-year overlay

Net %OI5.5%-2.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.020-0.010-0.0030.0070.0170.0270.0330.047Current: 0.5%
CountNormal FitCurrent 0.5%

Index Traders

Long304,419
Short107,458
Net196,961
Open Interest1,187,827
Net %OI16.6%
Gross %OI34.7%
Bias+0.48Δ Net %OI +0.9%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest16.6%
Net %OI26.8%10.1%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI26.8%10.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1180.1340.1440.1600.1760.1920.2020.224Current: 16.6%
CountNormal FitCurrent 16.6%